+677.4%
MSTR vs INCY
+56.1%
+621.2%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INCY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.3% | -4.1% | -3.2% |
| 7D | +7.7% | -2.2% | +9.9% | +8.4% |
| 30D | +36.3% | +3.7% | +32.7% | +34.9% |
| 3M | +13.4% | +22.1% | -8.7% | +5.9% |
| 6M | -4.5% | +29.8% | -34.3% | -12.7% |
| YTD | -12.7% | +27.6% | -40.2% | -19.8% |
| 1Y | -59.6% | +47.2% | -106.8% | -64.6% |
| 3Y | +272.5% | +97.0% | +175.5% | +190.2% |
| 5Y | +107.1% | +73.4% | +33.8% | +69.7% |
| 10Y | +677.4% | +59.2% | +618.1% | +504.8% |
| All | +677.4% | +56.1% | +621.2% | +504.8% |
Cumulative growth
Daily Returns
Daily percentage return beside INCY.
Daily Out/Under-Performance
Portfolio return minus INCY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INCY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded INCY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling